Suppose $A$ is a positive definite symmetric $n\times n$ matrix.
(a) Prove that $A$ is invertible.
(b) Prove that $A^{-1}$ is symmetric.
(c) Prove that $A^{-1}$ is positive-definite.
(MIT, Linear Algebra Exam Problem)
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Add to solve later A real symmetric $n \times n$ matrix $A$ is called positive definite if
\[\mathbf{x}^{\trans}A\mathbf{x}>0\]
for all nonzero vectors $\mathbf{x}$ in $\R^n$.
(a) Prove that the eigenvalues of a real symmetric positive-definite matrix $A$ are all positive.
(b) Prove that if eigenvalues of a real symmetric matrix $A$ are all positive, then $A$ is positive-definite.
Add to solve later Let $A$ be an $n \times n$ real matrix. Prove the followings.
(a) The matrix $AA^{\trans}$ is a symmetric matrix.
(b) The set of eigenvalues of $A$ and the set of eigenvalues of $A^{\trans}$ are equal.
(c) The matrix $AA^{\trans}$ is non-negative definite.
(An $n\times n$ matrix $B$ is called non-negative definite if for any $n$ dimensional vector $\mathbf{x}$, we have $\mathbf{x}^{\trans}B \mathbf{x} \geq 0$.)
(d) All the eigenvalues of $AA^{\trans}$ is non-negative.
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